The catalytic performance of Pd catalysts supported on nanocrystalline α-Al2O3 and Zn-modified α-Al2O3 prepared by sol–gel and solvothermal methods was studied in the selective hydrogenation of acetylene. Acidity of the nanocrystalline α-Al2O3 was significantly decreased by incorporation of Zn atoms in the α-Al2O3. Both of acetylene conversions and ethylene selectivities were improved in the order: Pd/Zn-modified α-Al2O3-sol–gel > Pd/Zn-modified α-Al2O3-solvothermal > Pd/α-Al2O3-sol–gel ≈ Pd/α-Al2O3-solvothermal >> Pd/α-Al2O3-commerical. As revealed by thermal gravimetric and differential temperature analysis (TG-DTA), Pd catalysts on the nanocrystalline Zn-modified α-Al2O3 also showed less deactivation by coke formation.